A study on the empirical distribution of the scaled Hankel matrix eigenvalues
The empirical distribution of the eigenvalues of the matrix XXT divided by its trace is evaluated, where X is a random Hankel matrix. The distribution of eigenvalues for symmetric and nonsymmetric distributions is assessed with various criteria. This yields several important properties with broad ap...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2015-11-01
|
| Series: | Journal of Advanced Research |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2090123214000952 |